Contagion of Fear : Is the Impact of COVID-19 on Sovereign Risk Really Indiscriminate? /
This paper investigates the impact of infectious diseases on the evolution of sovereign credit default swap (CDS) spreads for a panel of 77 advanced and developing countries. Using annual data over the 2004-2020 period, we find that infectious-disease outbreaks have no discernible effect on CDS spre...
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| Format: | Czasopismo |
| Język: | English |
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Washington, D.C. :
International Monetary Fund,
2020.
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| Seria: | IMF Working Papers; Working Paper ;
No. 2020/263 |
| Dostęp online: | Full text available on IMF |